This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the
. To find more rankings, historical data and detailed methodology, click
. Or see the
.
For Market Microstructure, these are 376 authors affiliated with 770 institutions.
The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in
.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.14 | 45 | 0.98 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.16 | 41 | 1 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.47 | 57 | 0.49 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.58 | 14 | 0.93 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.53 | 116 | 2.93 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.48 | 22 | 1.27 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.72 | 58 | 2.86 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.83 | 79 | 3.13 |
| 7 | Cass Business School, City University London, United Kingdom | 8.73 | 36 | 3.01 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.88 | 46 | 0.67 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.76 | 13 | 0.25 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 14.78 | 54 | 0.67 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.78 | 2 | 0.1 |
| 10 | Toulouse School of Economics (TSE) Toulouse, France | 16 | 144 | 1.93 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.03 | 12 | 0.54 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.11 | 66 | 0.29 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.32 | 59 | 1.18 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 17.49 | 5 | 0.56 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 17.85 | 7 | 1.19 |
| 13 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 17.85 | 18 | 1.19 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.31 | 36 | 1.59 |
| 14 | Business School, University of Technology Sydney Sydney, Australia | 22.01 | 79 | 3.06 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 23.73 | 16 | 0.19 |
| 16 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 25.24 | 32 | 1.19 |
| 17 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 26.95 | 56 | 2.02 |
| 18 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 29.22 | 485 | 0.35 |
| 19 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 29.57 | 37 | 0.14 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 30.34 | 42 | 2.86 |
| 20 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 30.7 | 53 | 0.66 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.88 | 25 | 1.03 |
| 22 | London School of Economics (LSE) London, United Kingdom | 32.48 | 275 | 0.48 |
| 23 | Henley Business School, University of Reading Reading, United Kingdom | 35.3 | 28 | 1.3 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 35.3 | 11 | 1.3 |
| 24 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 35.93 | 32 | 0.9 |
| 25 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 36.55 | 10 | 0.2 |
| 26 | Université Paris-Dauphine (Paris IX) Paris, France | 41.48 | 116 | 4.25 |
| 27 | European Central Bank Frankfurt am Main, Germany | 41.83 | 166 | 1.41 |
| 28 | Graduate School of Business, Stanford University Stanford, California (USA) | 43.89 | 31 | 0.37 |
| 29 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 45.96 | 56 | 0.24 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 45.96 | 45 | 0.24 |
| 30 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 47.21 | 46 | 0.61 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 47.64 | 5 | 0.5 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 48.19 | 10 | 0.73 |
| 31 | Department of Economics, University of California-Irvine Irvine, California (USA) | 48.71 | 29 | 0.36 |
| 32 | Bank for International Settlements (BIS) Basel, Switzerland | 49.87 | 59 | 0.77 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 51.09 | 6 | 0.09 |
| 33 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 51.76 | 68 | 0.15 |
| 34 | Bank of Canada Ottawa, Canada | 53.76 | 102 | 1.77 |
| 35 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 53.89 | 54 | 0.43 |
| 36 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 54.14 | 66 | 0.94 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 55.79 | 41 | 0.54 |
| 37 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 57.18 | 20 | 0.35 |
| 38 | Graduate School of Business, Columbia University New York City, New York (USA) | 57.69 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 57.69 | 27 | 0.16 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 58.74 | 36 | 3.5 |
| 39 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 59.55 | 34 | 0.49 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 61.12 | 11 | 0.99 |
| 40 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 61.43 | 63 | 1.01 |
| 41 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 61.97 | 46 | 0.14 |
| 42 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 62.04 | 69 | 1.13 |
| 43 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 62.28 | 36 | 0.2 |
| 44 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 62.31 | 26 | 0.09 |
| 45 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 63.61 | 3 | 0.67 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 64.18 | 6 | 0.33 |
| 46 | Rotman School of Management, University of Toronto Toronto, Canada | 64.18 | 37 | 0.33 |
| 47 | School of Economics and Finance, Queen Mary London, United Kingdom | 65.33 | 44 | 0.54 |
| 48 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 65.99 | 109 | 0.56 |
| 49 | Department of Economics, Simon Fraser University Burnaby, Canada | 66.5 | 41 | 1.42 |
| 50 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 68.22 | 29 | 0.2 |
| 51 | Department of Economics, University of Toronto Toronto, Canada | 68.28 | 60 | 1.67 |
| 52 | Department of Economics, Central European University Budapest, Hungary | 69.81 | 28 | 0.52 |
| 53 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 72 | 81 | 1.46 |
| 54 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 73.07 | 48 | 2.67 |
| 55 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 73.69 | 138 | 0.63 |
| 56 | Tinbergen Instituut Amsterdam, Netherlands | 75.3 | 147 | 0.82 |
| 57 | BI Handelshøyskolen Oslo, Norway | 75.56 | 43 | 1.53 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 75.65 | 91 | 0.48 |
| 58 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 77.1 | 18 | 1.16 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 77.33 | 18 | 1.52 |
| 59 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 79.73 | 102 | 0.52 |
| 60 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 79.84 | 288 | 0.1 |
| 61 | PBC School of Finance, Tsinghua University Beijing, China | 80.97 | 5 | 0.21 |
| 62 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 81.21 | 61 | 1.51 |
| 63 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 82.48 | 70 | 1.52 |
| 64 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 83.75 | 23 | 2.25 |
| 65 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 86.83 | 89 | 2.64 |
| 66 | Department of Economics, European University Institute Firenze, Italy | 87.32 | 39 | 0.16 |
| 67 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 87.55 | 42 | 0.24 |
| 68 | Singapore Management University Singapore, Singapore | 87.87 | 40 | 0.59 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 88.21 | 14 | 0.18 |
| 69 | New Economic School (NES) Moscow, Russia | 88.59 | 45 | 1.06 |
| 70 | Norges Bank Oslo, Norway | 91.78 | 28 | 1.14 |
| 71 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 92.71 | 14 | 0.73 |
| 72 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 92.84 | 54 | 0.52 |
| 73 | Monash Business School, Monash University Melbourne, Australia | 92.85 | 134 | 0.59 |
| 74 | Schulich School of Business, York University Toronto, Canada | 93.81 | 9 | 0.2 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 98.65 | 14 | 0.44 |
| 75 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 98.65 | 26 | 0.44 |
| 76 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 98.67 | 47 | 0.91 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 98.82 | 27 | 1.51 |
| 77 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 99.86 | 48 | 2.64 |
This ranking is based on registered authors only, and only those who are classified within
. Authors can register at the
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.5 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.99 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.18 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.75 |
| 5 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 6.8 |
| 6 | Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain | 7.22 |
| 7 | Ser-Huang Poon | 11.21 |
| 8 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 11.22 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.73 |
| 10 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 12.2 |
| 11 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 12.22 |
| 12 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.61 |
| 13 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 14.42 |
| 14 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 14.57 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.58 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.39 |
| 17 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.52 |
| 18 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 16.98 |
| 19 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.67 |
| 20 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 24.11 |
| 21 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 24.4 |
| 22 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 24.94 |
| 23 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 26.12 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 28.29 |
| 25 | Michael J. Fleming Federal Reserve Bank of New York, New York City, New York (USA)
Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA) | 29.19 |
| 26 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 29.36 |
| 27 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 29.42 |
| 28 | Pierre-Olivier Weill Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 29.43 |
| 29 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 29.69 |
| 30 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 29.89 |
| 31 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 30.27 |
| 32 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 30.57 |
| 33 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 31.36 |
| 34 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 32.01 |
| 35 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.74 |
| 36 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 35.53 |
| 37 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 36.21 |
The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.
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